Anic Equity¶

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Total return since start: 0.627 %¶

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Equity now: -----------------------------> 49690.3 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43649.73 Kr¶

PnL: ---------------------------------------> -1225.85 Kr¶

DD now: ---------------------------------> -6.457 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 10:45:39.405186'

Anic Portfolio¶

Today¶

Return: 0.228 %¶

This Week¶

Return: -2.091 %¶

Total portfolio value¶

Return including deposits: 62.673 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.030000 1515.100000 92.100000 6.470000 1423.000014
Nederman Holding 1 -1.420000 208.000000 9.000000 4.520000 199.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Hennes & Mauritz B 6 -1.100000 914.880000 2.880000 0.320000 912.000000
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
JM 7 0.740000 947.100000 -2.900000 -0.310000 950.000002
ASSA ABLOY B 4 -0.160000 987.200000 -5.800000 -0.580000 993.000000
OX2 12 -0.660000 900.600000 -8.400000 -0.920000 909.000000
Atrium Ljungberg B 5 0.060000 894.500000 -9.500000 -1.050000 904.000000
Biotage 1 -3.450000 137.100000 -11.900000 -7.990000 149.000000
Vitrolife 3 0.910000 663.000000 -14.000000 -2.070000 677.000001
Bufab 3 0.110000 1060.800000 -15.200000 -1.410000 1076.000001
AcadeMedia 20 -0.950000 960.800000 -17.200000 -1.760000 978.000000
Gränges 10 0.290000 1021.000000 -18.000000 -1.730000 1039.000000
BioGaia B 8 0.550000 884.800000 -19.200000 -2.120000 904.000000
Vitec Software Group B 2 -2.080000 1082.000000 -22.000000 -1.990000 1104.000000
Latour B 4 -1.650000 834.000000 -22.000000 -2.570000 856.000000
Investor B 3 -0.330000 635.550000 -22.450000 -3.410000 657.999999
SKF B 5 0.920000 957.250000 -22.750000 -2.320000 980.000000
INVISIO 15 -0.210000 3547.500000 -24.500000 -0.690000 3571.999995
Sandvik 4 0.290000 820.800000 -27.200000 -3.210000 848.000000
Sagax B 4 -1.470000 855.200000 -29.800000 -3.370000 885.000000
Sagax A 4 -1.830000 856.000000 -30.000000 -3.390000 886.000000
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Byggmax Group 33 0.000000 935.880000 -31.120000 -3.220000 966.999990
Addnode Group B 7 -1.580000 873.600000 -31.400000 -3.470000 904.999998
Hoist Finance 36 0.000000 972.000000 -39.000000 -3.860000 1010.999988
Alimak Group 12 -0.620000 966.000000 -41.000000 -4.070000 1007.000004
Hexatronic Group 15 -1.410000 1029.900000 -41.100000 -3.840000 1071.000000
EQT 4 -2.680000 826.400000 -46.600000 -5.340000 873.000000
Orrön Energy 170 -2.940000 1994.100000 -51.900000 -2.540000 2045.999980
Catena 2 -0.630000 751.600000 -54.400000 -6.750000 806.000000
HEXPOL B 8 -4.250000 901.600000 -55.400000 -5.790000 957.000000
Platzer Fastigheter Holding B 12 -1.450000 895.200000 -55.800000 -5.870000 951.000000
Hexagon B 26 -0.850000 3355.300000 -64.700000 -1.890000 3420.000012
VEF 788 -0.170000 1809.250000 -93.750000 -4.930000 1903.000300
Sedana Medical 93 1.670000 2607.720000 -375.860000 -12.600000 2983.577733
TOTAL 43649.730000 -1225.850000 -6.45713% 44875.578016

Updated:¶

'2023-06-21 10:45:56.051164'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶